+21.2%
IGV vs EXEL
+194.6%
-173.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.0% |
| 7D | -1.5% | -0.3% | -1.2% | -1.5% |
| 30D | -3.0% | +10.1% | -13.2% | -4.8% |
| 3M | +9.6% | +10.1% | -0.5% | +7.5% |
| 6M | +16.1% | +37.7% | -21.5% | +8.7% |
| YTD | -3.6% | +33.1% | -36.7% | -9.4% |
| 1Y | -7.8% | +52.4% | -60.2% | -16.1% |
| 3Y | +40.0% | +163.8% | -123.8% | +6.4% |
| 5Y | +21.2% | +198.5% | -177.3% | -18.0% |
| All | +21.2% | +194.6% | -173.4% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling